Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48107.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46713.07 Kr¶

PnL: ---------------------------------------> -175.5 Kr¶

DD now: ---------------------------------> -1.073 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:19:35.863234'

Anic Portfolio¶

Today¶

Return: 1.209 %¶

This Week¶

Return: 1.209 %¶

Total¶

Return: 57.493 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 7.430000 690.890000 113.890000 19.740000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.290000 456.000000 101.000000 28.450000 355.000000
HMS Networks 2 1.570000 723.200000 50.200000 7.460000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.150000 1689.600000 35.600000 2.150000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 5.280000 272.880000 26.880000 10.930000 246.000000
Midsona B 63 2.340000 606.060000 23.060000 3.960000 582.999984
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 2.090000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.660000 3471.880000 17.880000 0.520000 3453.999992
Intrum 4 2.330000 544.800000 17.800000 3.380000 527.000000
CTEK 13 6.530000 551.720000 17.720000 3.320000 533.999999
Coor Service Management Hold. 8 0.220000 547.200000 15.200000 2.860000 532.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.080000 585.420000 11.420000 1.990000 573.999998
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Essity B 2 0.590000 579.800000 5.800000 1.010000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Swedbank A 3 0.350000 562.950000 -1.050000 -0.190000 564.000000
Securitas B 6 0.790000 568.080000 -1.920000 -0.340000 570.000000
SAAB B 8 1.750000 3340.000000 -37.000000 -1.100000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 0.410000 535.710000 -77.290000 -12.610000 612.999432
OX2 18 -1.880000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.510000 3573.700000 -182.300000 -4.850000 3756.000001
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
Fasadgruppen Group 35 0.000000 3465.000000 -346.000000 -9.080000 3810.999990
TOTAL 46713.070000 -175.500000 -1.07329% 46888.564618

Updated:¶

'2023-01-16 16:19:48.765846'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶